Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47509.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46111.16 Kr¶

PnL: ---------------------------------------> -777.41 Kr¶

DD now: ---------------------------------> -2.305 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:36:16.036976'

Anic Portfolio¶

Today¶

Return: 0.421 %¶

This Week¶

Return: -0.843 %¶

Total¶

Return: 55.533 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 0.050000 791.200000 118.200000 17.560000 673.000000
Nordea Bank Abp 29 0.930000 3515.960000 61.960000 1.790000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.570000 407.600000 52.600000 14.820000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
Corem Property Group B 59 2.460000 613.600000 36.600000 6.340000 576.999999
Resurs Holding 22 2.740000 610.060000 36.060000 6.280000 573.999998
SAAB B 8 -0.950000 3410.400000 33.400000 0.990000 3377.000000
Swedbank A 3 2.290000 589.050000 25.050000 4.440000 564.000000
AcadeMedia 12 0.500000 581.520000 24.520000 4.400000 557.000004
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
Securitas B 6 2.080000 588.120000 18.120000 3.180000 570.000000
OEM International B 7 -0.260000 544.600000 16.600000 3.140000 527.999997
Eastnine 4 0.320000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.700000 255.840000 9.840000 4.000000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.750000 539.600000 7.600000 1.430000 532.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.440000 565.740000 -17.260000 -2.960000 582.999984
International Petroleum Corp. 5 4.260000 575.500000 -19.070000 -3.210000 594.565215
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 -2.150000 537.400000 -36.600000 -6.380000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.000000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.840000 1444.500000 -219.500000 -13.190000 1663.999992
Axfood 13 0.640000 3490.500000 -265.500000 -7.070000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 46111.160000 -777.410000 -2.30463% 46888.564618

Updated:¶

'2023-01-27 16:36:29.163686'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶